The misuse of the Vuong test for non-nested models to test for zero-inflation

DOI10.1016/j.econlet.2014.12.029zbMath1321.62149MaRDI QIDQ498832

Paul Wilson

Publication date: 29 September 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2436/621118

zbMATH Keywords

non-nested models; zero-inflation; Vuong test

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62E20: Asymptotic distribution theory in statistics

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

Uses Software

• Stata
• pscl
• zipcv